BNP Paribas Call 4.5 RR/ 21.03.2025
/ DE000PG4U584
BNP Paribas Call 4.5 RR/ 21.03.20.../ DE000PG4U584 /
| 15/11/2024 09:54:09 |
Chg.-0.15 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
4.50 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PG4U58 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
1.15 |
| Time value: |
0.18 |
| Break-even: |
6.72 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
4.17 |
| Rho: |
0.01 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
-22.62% |
| 3 Months |
|
|
+21.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.30 |
| 1M High / 1M Low: |
1.82 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
